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positive_eps_streak on MARZETTI CO (MZTI)
SIC 2030 — Canned, Frozen & Preservd Fruit, Veg & Food Specialties · CIK 57515 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on MZTI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-21 | 2025-08-21 | +6.33% | +1.48% | -0.06% | -3.24% | — |
| FY2024 | 2024-08-22 | 2024-08-22 | +0.16% | -1.90% | +5.48% | +4.87% | +6.96% |
| FY2023 | 2023-08-23 | 2023-08-23 | -1.10% | +1.57% | +4.52% | +2.17% | +8.29% |
| FY2022 | 2022-08-25 | 2022-08-25 | +3.40% | +1.29% | -4.30% | +23.11% | +0.51% |
| FY2021 | 2021-08-26 | 2021-08-26 | +1.79% | +0.07% | -4.23% | -10.23% | -0.01% |
| FY2020 | 2020-08-27 | 2020-08-27 | +0.98% | +2.87% | +4.52% | +0.47% | +5.75% |
| FY2019 | 2019-08-27 | 2019-08-27 | +2.08% | +4.59% | +2.68% | +13.83% | +22.78% |
| FY2018 | 2018-08-27 | 2018-08-27 | -0.83% | +0.64% | -2.86% | +18.11% | -6.22% |
| FY2017 | 2017-08-24 | 2017-08-24 | +0.04% | +1.26% | +2.63% | +10.41% | +36.12% |
| FY2016 | 2016-08-24 | 2016-08-24 | +0.62% | +0.54% | -0.08% | +2.22% | -12.63% |
| FY2015 | 2015-08-28 | 2015-08-28 | -0.95% | +2.13% | +3.83% | +20.43% | +48.71% |
| FY2014 | 2014-08-28 | 2014-08-28 | +0.63% | +0.36% | -2.00% | +5.56% | +11.19% |
| FY2013 | 2013-08-29 | 2013-08-29 | -1.30% | -2.75% | +4.78% | +15.41% | +20.70% |
| FY2012 | 2012-08-29 | 2012-08-29 | -0.48% | +0.59% | +1.82% | +2.99% | +6.55% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.